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Audrius Jukonis

European Central Bank (ECB)

Sonnemannstrasse 22

Frankfurt am Main, 60314

Germany

European Stability Mechanism

6a Circuit de la Foire Internationale

L-1347

Luxembourg

  • European Central Bank (ECB)

  • European Stability Mechanism

SCHOLARLY PAPERS

4

DOWNLOADS

678

TOTAL CITATIONS

0

Scholarly Papers (4)

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1.

A structural model for ESG linked bank debt financing

Number of pages: 33 Posted: 01 Jun 2022 Last Revised: 19 Feb 2024
Audrius Jukonis
European Central Bank (ECB)
Downloads 270 (281,617)

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ESG, senior debt, contingent capital, structural model

2.

Evaluating Market Risk from Leveraged Derivative Exposures

ECB Working Paper No. 2022/2722
Number of pages: 27 Posted: 17 Sep 2022
Audrius Jukonis
European Central Bank (ECB)
Downloads 194 (391,686)

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EMIR, Initial margin, leverage, market risk, Variation margin

3.

The Impact of Derivatives Collateralisation on Liquidity Risk: Evidence from the Investment Fund Sector

ECB Working Paper No. 2022/2756
Number of pages: 30 Posted: 17 Dec 2022
Audrius Jukonis, Elisa Letizia and Linda Rousova
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 152 (488,442)

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big data, EMIR data, market stress, non-bank financial intermediaries, variation margin

4.

The Impact of Derivatives Collateralization on Liquidity Risk: Evidence from the Investment Fund Sector

IMF Working Paper No. 2024/026
Number of pages: 35 Posted: 14 Feb 2024
Audrius Jukonis, Elisa Letizia and Linda Rousova
European Central Bank (ECB), International Monetary Fund (IMF) and European Central Bank (ECB)
Downloads 62 (942,565)

Abstract:

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variation margin, EMIR data, market stress, big data, nonbank financial intermediaries